Edgeworth expansions for a sample sum from a finite set of independent random variables

被引：3

作者：

Hu, Zhishui ^{[1
]}

Robinson, John

Wang, Qiying

机构：

[1] Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Peoples R China

[2] Univ Sydney, Sch Math & Stat, Sydney, NSW 2006, Australia

来源：

ELECTRONIC JOURNAL OF PROBABILITY | 2007年 / 12卷

关键词：

edgeworth expansion; finite population; sampling without replacement;

D O I：

10.1214/EJP.v12-447

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let {X-1,...., X-N} be a set of N independent random variables, and let S-n be a sum of n random variables chosen without replacement from the set {X-1,...,X-n} with= equal probabilities. In this paper we give a one-term Edgeworth expansion of the remainder term for the normal approximation of S-n under mild conditions.

引用

页码：1402 / 1417

页数：16

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